A note on large deviations for unbounded observables

DOI10.1142/S0219493720500306MaRDI QIDQ5133906zbMATH OpenOpenAlexWikidataFDO

Authors Andrei Török, Matthew Nicol

Publication date 11 November 2020

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.02227

zbMATH Keywords

chaotic dynamicslarge deviationsunbounded observables

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Large deviations (60F10)

Abstract: We consider exponential large deviations estimates for unbounded observables on uniformly expanding dynamical systems. We show that uniform expansion does not imply the existence of a rate function for unbounded observables no matter the tail behavior of the cumulative distribution function. We give examples of unbounded observables with exponential decay of autocorrelations, exponential decay under the transfer operator in each $L^p$, $1lep<infty$, and strictly stretched exponential large deviation. For observables of form $|logd(x,p){|}^{alpha}$, $p$ periodic, on uniformly expanding systems we give the precise stretched exponential decay rate. We also show that a classical example in the literature of a bounded observable with exponential decay of autocorrelations yet with no rate function is degenerate as the observable is a coboundary.

Recommendations

• Large deviations for nonuniformly hyperbolic systems
• Large deviations for non-uniformly expanding maps
• Large deviations for dynamical systems with stretched exponential decay of correlations
• scientific article; zbMATH DE number 19545
• Large deviations in expanding random dynamical systems

Cites work

• A note on Borel-Cantelli lemmas for non-uniformly hyperbolic dynamical systems
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Bounded variation and invariant measures
• Deviations of Trajectory Averages and the Defect in Pesin's Formula for Anosov Diffeomorphisms
• Entropy and large deviation
• Entropy, large deviations, and statistical mechanics.
• Erdős-Rényi laws for dynamical systems
• Ergodic structure and invariant densities of non-Markovian interval maps with indifferent fixed points
• From rates of mixing to recurrence times via large deviations
• How big are the increments of a Wiener process?
• scientific article; zbMATH DE number 3876298 (Why is no real title available?)
• scientific article; zbMATH DE number 3881646 (Why is no real title available?)
• scientific article; zbMATH DE number 3938154 (Why is no real title available?)
• scientific article; zbMATH DE number 176265 (Why is no real title available?)
• scientific article; zbMATH DE number 1070540 (Why is no real title available?)
• scientific article; zbMATH DE number 4120460 (Why is no real title available?)
• scientific article; zbMATH DE number 5202448 (Why is no real title available?)
• scientific article; zbMATH DE number 972621 (Why is no real title available?)
• Large and moderate deviations for slowly mixing dynamical systems
• Large deviation asymptotics for Anosov flows
• Large deviation principles for stationary processes
• Large deviations
• Large deviations bound for semiflows over a nonuniformly expanding base
• Large deviations estimates for dynamical systems without the specification property. Application to the β-shifts
• Large deviations for intermittent maps
• Large deviations for maps with indifferent fixed points
• Large deviations for non-uniformly expanding maps
• Large deviations for nonuniformly hyperbolic systems
• Large Deviations in Dynamical Systems and Stochastic Processes
• Large deviations in non-uniformly hyperbolic dynamical systems
• Large deviations on Markov towers
• Large deviations techniques and applications.
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
• Non-uniform specification and large deviations for weak Gibbs measures
• On a new law of large numbers
• On the convergence of averages of mixing sequences
• Probability. Theory and examples.
• Recurrence times and rates of mixing
• Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
• Some Large Deviation Results for Dynamical Systems
• Spectral theory, zeta functions and the distribution of periodic points for Collet-Eckmann maps
• Statistical properties of dynamical systems with some hyperbolicity
• Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
• The gluing orbit property, uniform hyperbolicity and large deviations principles for semiflows
• Upper Bounds for Ergodic Sums of Infinite Measure Preserving Transformations

Cited in

(9)

• Large deviation principle for the backward continued fraction expansion
• Large deviations for dynamical systems with stretched exponential decay of correlations
• Large deviations of Birkhoff's sums via the approximation of observables
• Upper large deviations bound for singular-hyperbolic attracting sets
• Large deviations bound for semiflows over a nonuniformly expanding base
• Large deviations for nonuniformly hyperbolic systems
• Maximal large deviations and slow recurrences in weakly chaotic systems
• Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations
• Large deviations for non-uniformly expanding maps

This page was built for publication: A note on large deviations for unbounded observables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5133906)